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Out of sample performance summary of our models for the past 1, 2, 4 and 13 week periods. The active active return indicates how the models over- or underperformed the benchmark ETF SPY. Also the YTD, and the 1-, 3-, 5- and 10-year annualized returns are shown in the second table |
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iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -6.3%, and for the last 12 months is -9.4%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.21% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $124,304,680 which includes -$1,697,393 cash and excludes $3,201,569 spent on fees and slippage. |
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iM-Conference Board LEIg Timer: The model’s performance YTD is 14.3%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 20.1% and 9.4% respectively. Over the previous week the market value of the iM-Conference Board LEIg Timer gained 0.66% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $572,680 which includes $6,701 cash and excludes $763 spent on fees and slippage. |
| iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 6.4%, and for the last 12 months is 9.5%. Over the same period the benchmark E60B40 performance was 10.5% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.04% at a time when SPY gained -0.77%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $164,773 which includes $1,925 cash and excludes $3,876 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 10.4%. Over the same period the benchmark E60B40 performance was 10.5% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.04% at a time when SPY gained -0.77%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $171,685 which includes $1,926 cash and excludes $4,076 spent on fees and slippage. | |
| iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 11.3%. Over the same period the benchmark E60B40 performance was 10.5% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.04% at a time when SPY gained -0.77%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $178,533 which includes $2,103 cash and excludes $4,268 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 593.87% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -2.78% at a time when SPY gained -1.23%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $173,468 which includes $1,744 cash and excludes $2,364 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 482.46% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -2.43% at a time when SPY gained -1.23%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $145,615 which includes -$148 cash and excludes $1,560 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 967.98% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -4.34% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,067,977 which includes $12,653 cash and excludes $12,072 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 186.44% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.56% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $286,444 which includes $439 cash and excludes $13,895 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 399.33% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.54% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $499,335 which includes $1,341 cash and excludes $6,601 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 694.55% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.79% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $794,547 which includes $4,552 cash and excludes $2,212 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 239.95% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.17% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $339,948 which includes $1,288 cash and excludes $2,200 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 364.17% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.38% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $464,165 which includes $339 cash and excludes $13,415 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 141.71% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.14% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $241,710 which includes $2,885 cash and excludes $14,114 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 285.57% while the benchmark SPY gained 215.25% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.99% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,569 which includes $1,405 cash and excludes $6,690 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 70.07% while the benchmark SPY gained 63.65% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.22% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $170,074 which includes $1,212 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 10.7%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.75% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $485,993 which includes $3,511 cash and excludes $11,858 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 21.9%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.67% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $38 which includes $133,136 cash and excludes Gain to date spent on fees and slippage. | |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 11.2%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.17% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $298,449 which includes $4,396 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 16.1%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $67,731 which includes $63 cash and excludes $2,553 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 15.8%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.64% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $203,761 which includes $3,600 cash and excludes $8,239 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 11.1%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Since inception, on 7/1/2014, the model gained 236.46% while the benchmark SPY gained 238.40% and VDIGX gained 162.38% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.00% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $336,457 which includes $927 cash and excludes $5,075 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 13.8%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.15% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $268,534 which includes $5,698 cash and excludes $3,348 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 9.5%, and for the last 12 months is 9.3%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Since inception, on 6/30/2014, the model gained 217.48% while the benchmark SPY gained 238.40% and the ETF USMV gained 179.19% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.10% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $317,484 which includes $2,096 cash and excludes $8,180 spent on fees and slippage. |
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iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Since inception, on 1/3/2013, the model gained 829.56% while the benchmark SPY gained 367.13% and the ETF USMV gained 367.13% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.50% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $929,557 which includes $279 cash and excludes $11,301 spent on fees and slippage. |
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iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 2.7%. Over the same period the benchmark BND performance was 0.6% and 3.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.17% at a time when BND gained -0.08%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $139,321 which includes $1,744 cash and excludes $2,613 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 11.2%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.17% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $298,449 which includes $4,396 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.84% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,113 which includes $82 cash and excludes $4,620 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 6.7%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.17% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,014 which includes $1,365 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 7.7%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.17% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $203,239 which includes $2,259 cash and excludes $6,532 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was 17.4% and 24.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.92% at a time when SPY gained -1.23%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $225,764 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 7/22/2024
Posted in pmp SPY-SH
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